Ellipsoid algorithm for equalities

An ellipsoid algorithm for equality-constrained nonlinear programs

Computers and Operations Research, 28(1), 2001, pages 85-92.
Abstract from Elsevier. Currently, you can also download the paper via this link.

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Authors:

Sharmila Shah,
Department of Mathematical Sciences,
Rensselaer Polytechnic Institute,
Troy, NY 12180 USA.
shahs4@rpi.edu

John E. Mitchell,
Department of Mathematical Sciences,
Rensselaer Polytechnic Institute,
Troy, NY 12180 USA.
mitchj@rpi.edu

Mike Kupferschmid.
Alan M. Voorhees Computing Center,
Rensselaer Polytechnic Institute,
Troy, NY 12180 USA.
mailto:kupfem@rpi.edu

Abstract:

This paper describes an ellipsoid algorithm that solves convex problems having linear equality constraints with or without inequality constraints. Experimental results show that the new method is also effective for some problems that have nonlinear equality constraints or are otherwise nonconvex.

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